Tatton Asset (UK) Market Value
| TAM Stock | 704.00 4.00 0.57% |
| Symbol | Tatton |
Tatton Asset 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tatton Asset's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tatton Asset.
| 01/06/2023 |
| 11/26/2024 |
If you would invest 0.00 in Tatton Asset on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding Tatton Asset Management or generate 0.0% return on investment in Tatton Asset over 690 days. Tatton Asset is related to or competes with Iron Mountain, Gamma Communications, Foresight Environmental, Evolution Gaming, DFS Furniture, Cairo Communication, and Cellnex Telecom. Tatton Asset is entity of United Kingdom More
Tatton Asset Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tatton Asset's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tatton Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.59 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.54 |
Tatton Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tatton Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tatton Asset's standard deviation. In reality, there are many statistical measures that can use Tatton Asset historical prices to predict the future Tatton Asset's volatility.| Risk Adjusted Performance | 0.0075 | |||
| Jensen Alpha | 0.0238 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0224 |
Tatton Asset Management Backtested Returns
At this point, Tatton Asset is very steady. Tatton Asset Management owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0155, which indicates the firm had a 0.0155% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tatton Asset Management, which you can use to evaluate the volatility of the company. Please validate Tatton Asset's Risk Adjusted Performance of 0.0075, coefficient of variation of 37615.66, and Semi Deviation of 1.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.0261%. Tatton Asset has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tatton Asset are expected to decrease at a much lower rate. During the bear market, Tatton Asset is likely to outperform the market. Tatton Asset Management right now has a risk of 1.68%. Please validate Tatton Asset semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Tatton Asset will be following its existing price patterns.
Auto-correlation | 0.77 |
Good predictability
Tatton Asset Management has good predictability. Overlapping area represents the amount of predictability between Tatton Asset time series from 6th of January 2023 to 17th of December 2023 and 17th of December 2023 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tatton Asset Management price movement. The serial correlation of 0.77 indicates that around 77.0% of current Tatton Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 4591.73 |
Tatton Asset Management lagged returns against current returns
Autocorrelation, which is Tatton Asset stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tatton Asset's stock expected returns. We can calculate the autocorrelation of Tatton Asset returns to help us make a trade decision. For example, suppose you find that Tatton Asset has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tatton Asset regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tatton Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tatton Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tatton Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Tatton Asset Lagged Returns
When evaluating Tatton Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tatton Asset stock have on its future price. Tatton Asset autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tatton Asset autocorrelation shows the relationship between Tatton Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Tatton Asset Management.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Tatton Stock
Tatton Asset financial ratios help investors to determine whether Tatton Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tatton with respect to the benefits of owning Tatton Asset security.